Korbicz, Józef (1951- ) - red.
Title:Stochastic controllability of linear systems with state delays
Group publication title: Subject and Keywords:controllability ; linear control systems ; stochastic control systems ; delayed state variables ; minimum energy control
Abstract:A class of finite-dimensional stationary dynamic control systems described by linear stochastic ordinary differential state equations with a single point delay in the state variables is considered. Using a theorem and methods adopted directly from deterministic controllability problems, necessary and sufficient conditions for various kinds of stochastic relative controllability are formulated and proved. ; It will be demonstrated that under suitable assumptions the relative controllability of an associated deterministic linear dynamic system is equivalent to the stochastic relative exact controllability and the stochastic relative approximate controllability of the original linear stochastic dynamic system. Some remarks and comments on the existing results for the controllability of linear dynamic systems with delays are also presented. Finally, a minimum energy control problem for a stochastic dynamic system is formulated and solved.
Publisher:Zielona Góra: Uniwersytet Zielonogórski
Date: Resource Type: DOI: Pages: Source:AMCS, volume 17, number 1 (2007) ; kliknij tutaj, żeby przejść
Language: License CC BY 4.0: Rights: